Esempio n. 1
0
 public override void OnEnterTrade(TransactionPairBinary comboTrade, LogicalFill fill, LogicalOrder filledOrder)
 {
     lastSize                = Math.Abs(comboTrade.CurrentPosition);
     nextIncreaseLots        = 50;
     bestIndifferenceLine[0] = CalcIndifferencePrice(comboTrade);
     fills.AddFirst(new LocalFill(fill));
     maxExcursionLine[0]     = fill.Price;
     sequentialIncreaseCount = 0;
     lastMarketAsk           = MarketAsk;
     lastMarketBid           = MarketBid;
     ResetRubberBand();
     maxEquity   = Performance.Equity.CurrentEquity;
     maxDrawDown = 0D;
     drawDown    = 0D;
     SetupBidAsk(fill.Price);
     LogFills("OnEnterTrade");
 }
Esempio n. 2
0
 public override void OnEnterTrade(TransactionPairBinary comboTrade, LogicalFill fill, LogicalOrder filledOrder)
 {
     lastSize = Math.Abs(comboTrade.CurrentPosition);
     fills.AddFirst(new LocalFill(fill));
     SetupBidAsk(fill.Price);
 }